Jerzy Neyman Memorial Lecture Some Thoughts on Empirical Bayes Estimation
作者： Herbert Robbins
DOI: 10.1007/978-1-4612-5110-1_8
关键词: Econometrics 、 Null hypothesis 、 Estimation 、 Bayes' theorem 、 Psychology
摘要: Examples are given to illustrate the “linear” and “general” empirical Bayes approaches estimation. A final example concerns testing null hypothesis that a treatment has had no effect.
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sci-hub.st 参考文章(2)
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Charles Stein, Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Contributions to the Theory of Statistics. pp. 197- 206 ,(1956)